//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~subject:"Dynamic programming"
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Dynamic programming
Mathematical programming
Hedging
73
Theorie
53
Theory
53
Option pricing theory
30
Optionspreistheorie
30
Portfolio selection
24
Portfolio-Management
24
Stochastic process
14
Stochastischer Prozess
14
Martingal
13
Martingale
13
Transaction costs
13
Transaktionskosten
13
Option trading
11
Optionsgeschäft
11
Risiko
10
Risk
10
CAPM
8
Financial economics
6
Kapitalmarkttheorie
6
Mathematische Optimierung
6
Derivat
5
Derivative
5
Volatility
5
Volatilität
5
Arbitrage Pricing
4
Arbitrage pricing
4
Pricing-hedging duality
4
Risikomanagement
4
Risk management
4
Risk measure
4
Robust hedging
4
Arbitrage
3
Black-Scholes model
3
Black-Scholes-Modell
3
Commodity derivative
3
Martingale optimal transport
3
Optimal transport
3
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Obłój, Jan
2
Backhoff, Julio Daniel
1
Bartl, Daniel
1
Beiglböck, Mathias
1
Bouchard, Bruno
1
Campi, Luciano
1
Dang, Ngoc-minh
1
Eder, Manu
1
Hobson, David G.
1
Hou, Zhaoxu
1
Jiao, Ying
1
Klimmek, Martin
1
Klopfenstein, Olivier
1
Laachir, Ismail
1
Laurent, Jean Paul
1
Martini, Claude
1
Pham, Huyên
1
Tankov, Peter
1
Wiesel, Johannes
1
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
11
Journal of economic dynamics & control
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
International journal of theoretical and applied finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Applied mathematical finance
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Discussion paper / Department of Business and Management Science
3
Energy economics
3
Journal of banking & finance
3
Journal of scheduling : JOS
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
SpringerLink / Bücher
3
Working paper
3
American journal of agricultural economics
2
Computational Management Science : CMS
2
Computational methods in decision-making, economics and finance
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
INFORMS journal on computing : JOC
2
Insurance / Mathematics & economics
2
International journal of production research
2
Journal of economic theory
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
OR spectrum : quantitative approaches in management
2
Omega : the international journal of management science
2
Operations research
2
Operations research letters
2
Review of derivatives research
2
The journal of futures markets
2
The journal of prediction markets
2
Transportation research / E : an international journal
2
Advances in mathematical economics
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
2
Adapted Wasserstein distances and stability in mathematical finance
Backhoff, Julio Daniel
;
Bartl, Daniel
;
Beiglböck, Mathias
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 601-632
Persistent link: https://www.econbiz.de/10012518060
Saved in:
3
Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
4
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
5
Change of numeraire in the two-marginals martingale transport problem
Campi, Luciano
;
Laachir, Ismail
;
Martini, Claude
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
Saved in:
6
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
7
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Saved in:
8
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->